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JEPI - JPMorgan Equity Premium Income ETF
Implied Volatility Analysis

Implied Volatility:
16.9%
Put/Call-Ratio:
0.14

JPMorgan Equity Premium Income ETF has an Implied Volatility (IV) of 16.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JEPI is 26 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for JEPI is -0.28 standard deviations away from its 1 year mean.

Market Cap$16.57B
Dividend Yield10.68% ($5.94)
Next Dividend Date12/15/2022 (7d) !
Implied Volatility (IV) 30d
16.93
Implied Volatility Rank (IVR) 1y
25.68
Implied Volatility Percentile (IVP) 1y
45.45
Historical Volatility (HV) 30d
11.99
IV / HV
1.41
Open Interest
25.59K
Option Volume
2.57K
Put/Call Ratio (Volume)
0.14

Data was calculated after the 12/7/2022 closing.

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